36 Multidimensional Minimization

This chapter describes routines for finding minima of arbitrary
multidimensional functions. The library provides low level components
for a variety of iterative minimizers and convergence tests. These can
be combined by the user to achieve the desired solution, while providing
full access to the intermediate steps of the algorithms. Each class of
methods uses the same framework, so that you can switch between
minimizers at runtime without needing to recompile your program. Each
instance of a minimizer keeps track of its own state, allowing the
minimizers to be used in multi-threaded programs. The minimization
algorithms can be used to maximize a function by inverting its sign.

The header file gsl_multimin.h contains prototypes for the
minimization functions and related declarations.